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Trade: SOL/USDT/360/VWAP/DCL/6352

Strategy
SOL/USDT/360/VWAP/DCL/6352
Pair
SOL_USDT
Interval
6h
Score
545994
Daily Profit
0.318355
Profit Factor
4.207691
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
1870.500000
Evaluation Time
2025-09-24 16:39
Expiration Time
2025-11-19 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -11247997.0969 -57465.2423 -11190531.8545 28068825.4341 38098402.236 -10029576.802
Total P&L (%) -11247.9971 -57.4652 -11190.5319 28068.8254 38098.4022 -10029.5768
Avg Daily Profit (%) -6.0134 -0.0307 -5.9826 0.302 0.3184 0
Buy And Hold Return (%) 13187.1994 13187.1994 13187.1994 13187.1994 13187.1994 13187.1994
Max Trade Drawdown -11407951 -128144 -11305838 -40840155 -6837950 -52694412
Profit Factor 0.0266 0.6849 0.0161 1.3546 4.2077 0.8509
Total Trades 60 30 30 60 30 30
Winning Trades 47 23 24 39 20 19
Losing Trades 13 7 6 21 10 11
Profitability (%) 78.3333 76.6667 80 65 66.6667 63.3333
Ratio Avg Win / Avg Loss 0.0074 0.2084 0.004 0.7294 2.1038 0.4926
Largest Winning Trade 28443 17625 28443 44238315 16716731 44238315
Largest Losing Trade -10761720 -50843 -10761720 -40840155 -6837950 -40840155
Avg Bars in Trades 108 45 171 108 45 171
Avg Bars in Winners 26 10 42 75 45 107
Avg Bars in Losers 402 158 687 168 44 281
Bars Traded 6496 1360 5136 6496 1360 5136
Profit Streak 0 0 233.569 0 0 233.569
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -750604 -577368 -575557 -169927 545994 -577718
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7482,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758721157761,
    "expiration_time": 1763563536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 118,
            "offset": 212
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -11247997.09685811,
            -57465.2423117291,
            -11190531.854546381,
            28068825.43409668,
            38098402.236048214,
            -10029576.801951518
        ],
        [
            -11247.997097,
            -57.465242,
            -11190.531855,
            28068.825434,
            38098.402236,
            -10029.576802
        ],
        [
            -6.013364,
            -0.030722,
            -5.982642,
            0.302022,
            0.318355,
            0
        ],
        [
            13187.199399,
            13187.199399,
            13187.199399,
            13187.199399,
            13187.199399,
            13187.199399
        ],
        [
            -11407951,
            -128144,
            -11305838,
            -40840155,
            -6837950,
            -52694412
        ],
        [
            0.026618,
            0.68485,
            0.016065,
            1.354592,
            4.207691,
            0.85093
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            47,
            23,
            24,
            39,
            20,
            19
        ],
        [
            13,
            7,
            6,
            21,
            10,
            11
        ],
        [
            78.333333,
            76.666667,
            80,
            65,
            66.666667,
            63.333333
        ],
        [
            0.007363,
            0.208433,
            0.004016,
            0.729396,
            2.103846,
            0.492644
        ],
        [
            28443,
            17625,
            28443,
            44238315,
            16716731,
            44238315
        ],
        [
            -10761720,
            -50843,
            -10761720,
            -40840155,
            -6837950,
            -40840155
        ],
        [
            108,
            45,
            171,
            108,
            45,
            171
        ],
        [
            26,
            10,
            42,
            75,
            45,
            107
        ],
        [
            402,
            158,
            687,
            168,
            44,
            281
        ],
        [
            6496,
            1360,
            5136,
            6496,
            1360,
            5136
        ],
        [
            0,
            0,
            233.568955,
            0,
            0,
            233.568956
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -750604,
            -577368,
            -575557,
            -169927,
            545994,
            -577718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7482,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758721157761,
    "expiration_time": 1763563536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 118,
            "offset": 212
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)